BenzingaT3·32mo ago
DFAS U.S. Small Cap Portfolio ETF Class Shares
ETF 78.93 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
DFAS
$78.93
—
Key stats
$78.93
- 52-Week Range
- $65.03 – $84.52
- YTD
- +12.13%
- IV Rank (30D)
- 30.17
- Straddle Price
- $3.00
- P/C Vol Ratio
- 0.00
- Open
- $78.28
- Day Range
- $78.07 – $78.97
- Volume
- 528,471
- Prev Close
- $78.80
About
U.S. Small Cap Portfolio ETF Class Shares (DFAS) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2026-10-02
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.27% issuer, Oct 22, 2026
- Assets
- $14.0B SEC filing, Apr 30, 2026
- Trailing yield
- 1.02% paid quarterly
- Average daily volume
- $42M 30 sessions
- Holdings
- 2,120 top 10 are 2.7%
- Listed
- Oct 5, 2026 NYSE Arca
- Last fee change
- -1 bp filed Feb 27, 2026
- Net asset value
- $78.52 issuer, Oct 20, 2026 · closed +0.01% to NAV
- Median bid/ask spread
- 0.03% 30 days, issuer-reported
Cost64
Liquidity87
Scale80
Diversification100
Moves with. US large-cap stocks (71% of its variance, beta 1.12); Small caps over large (33% of its variance, beta 0.69). These factors explain 93% of its daily moves over the last year.
Stated objective. The investment objective of the Dimensional U.S. Small Cap ETF (the US Small Cap ETF or Portfolio) is to achieve long-term capital appreciation while minimizing federal income taxes on returns. (from the fund's prospectus)
All 2,120 holdingsFlow historySimilar fundsOverlap toolAll Small Cap Blend ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$305M latest reported month
- Latest 3 months
- +$575M +3.8% of assets
- Latest 12 months
- +$2.0B +12.8% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$305M |
| Jun 2026 | +$130M |
| May 2026 | +$140M |
| Apr 2026 | +$176M |
| Mar 2026 | +$76M |
| Feb 2026 | +$247M |
| Jan 2026 | +$124M |
| Dec 2025 | +$192M |
| Nov 2025 | +$157M |
| Oct 2025 | +$128M |
| Sep 2025 | +$157M |
| Aug 2025 | +$122M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 63 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| MSMLiShares MSCI USA Small-Cap ETF | 67% | 0.04% | $274M | — | compare |
| SCHASchwab U.S Small- Cap ETF | 66% | 0.03% | $21.7B | +15.5% | compare |
| ESMLiShares ESG Aware MSCI USA Small-Cap ETF | 58% | 0.17% | $2.7B | +16.4% | compare |
| ISCViShares Morningstar Small-Cap Value ETF | 56% | 0.06% | $673M | +15.0% | compare |
| DFMCU.S. Micro Cap Portfolio ETF Class Shares | 54% | 0.41% | — | — | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 20, 2026issuer data- Holdings vs fair value
- +15.4% 52% under, 19% over · 98% covered
- Price / earnings
- 26.7 14% loss-making · 97% covered
- Price / book · sales
- 2.1 · 1.1 revenue growth +7.8%
- Above 200-day average
- 55% 42% above 50-day · by weight
- Short interest
- 8.5% of float, weighted · 5.0 days to cover
- Insider buying
- 7% of weight had net insider buying, 90 days; 53% net selling
- 13F holders
- +2.6% change in shares held by institutions, latest quarter
- Reporting earnings
- 34.5% of weight in 7 days; 73.1% in 14
Holdings reporting in the next 14 days · weighted implied move this week 3.69%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Oct 19, 2026 → Oct 20, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | GMEGAMESTOP CORP CLASS A COMMON STOCK USD.001 | 0.13% | 0.14% | +10.2% |
| Decrease | PCRXPACIRA BIOSCIENCES INC COMMON STOCK USD.001 | 0.03% | 0.01% | −41.6% |
| Decrease | MKTXMARKETAXESS HOLDINGS INC COMMON STOCK USD.003 | 0.07% | 0.06% | −11.7% |
| Increase | CSLCARLISLE COS INC COMMON STOCK USD1.0 | 0.06% | 0.07% | +12.6% |
| Decrease | DKNGDRAFTKINGS INC CL A COMMON STOCK USD.0001 | 0.05% | 0.04% | −15.7% |
| Decrease | BWINBALDWIN INSURANCE GROUP INC/ COMMON STOCK | 0.05% | 0.05% | −12.0% |
| Increase | CTVACORTEVA INC COMMON STOCK USD.01 | 0.03% | 0.03% | +23.6% |
| Decrease | ARWRARROWHEAD PHARMACEUTICALS IN COMMON STOCK USD.001 | 0.04% | 0.04% | −12.0% |
| Increase | SMTCSEMTECH CORP COMMON STOCK USD.01 | 0.03% | 0.03% | +15.7% |
| Increase | STRLSTERLING INFRASTRUCTURE INC COMMON STOCK USD.01 | 0.02% | 0.03% | +13.7% |
0 new, 0 exited, 5 increased and 5 decreased between the fund's two latest holdings reports; turnover 0.8%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 11 active of 21 with agreements; top 3 did 73%
- Created · redeemed
- $2.9B · $997M over the fiscal year
- Redemptions in kind
- 100% creations 90% in kind
- Creation unit
- 30,000 shares
- Securities lending
- 10.94% of assets on loan on average; earned 2.2 bp
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-10-21
Holdings
2122
AUM
$34.1B
Provider
Dimensional
Inception
2026-10-05
Exchange
ARCX
Data As Of
2026-10-21
Expense Ratio
0.27%
Dividend Yield
1.02%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.2003 | CD |
| 2026-06-23 | 2026-06-25 | $0.2396 | CD |
| 2026-03-24 | 2026-03-26 | $0.1654 | CD |
| 2025-12-16 | 2025-12-18 | $0.2006 | CD |
| 2025-09-23 | 2025-09-25 | $0.1883 | CD |
| 2025-06-24 | 2025-06-26 | $0.1700 | CD |
Asset Allocation
Top Holdings
top 50 of 2122 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| SWKS | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 | 0.33% | Equity (US) | US |
| HALO | HALOZYME THERAPEUTICS INC COMMON STOCK USD.001 | 0.31% | Equity (US) | US |
| AIT | APPLIED INDUSTRIAL TECH INC COMMON STOCK | 0.28% | Equity (US) | US |
| MOG.A | MOOG INC CLASS A COMMON STOCK USD1.0 | 0.28% | Equity (US) | US |
| WCC | WESCO INTERNATIONAL INC COMMON STOCK USD.01 | 0.27% | Equity (US) | US |
| AMG | AFFILIATED MANAGERS GROUP COMMON STOCK USD.01 | 0.25% | Equity (US) | US |
| IDCC | INTERDIGITAL INC COMMON STOCK USD.01 | 0.25% | Equity (US) | US |
| CRL | CHARLES RIVER LABORATORIES COMMON STOCK USD.01 | 0.24% | Equity (US) | US |
| IESC | IES HOLDINGS INC COMMON STOCK USD.01 | 0.24% | Equity (US) | US |
| ARW | ARROW ELECTRONICS INC COMMON STOCK USD1.0 | 0.24% | Equity (US) | US |
| SJM | JM SMUCKER CO/THE COMMON STOCK | 0.24% | Equity (US) | US |
| RGEN | REPLIGEN CORP COMMON STOCK USD.01 | 0.24% | Equity (US) | US |
| UMBF | UMB FINANCIAL CORP COMMON STOCK USD1.0 | 0.24% | Equity (US) | US |
| TTMI | TTM TECHNOLOGIES COMMON STOCK USD.001 | 0.24% | Equity (US) | US |
| CCK | CROWN HOLDINGS INC COMMON STOCK USD5.0 | 0.24% | Equity (US) | US |
| BWA | BORGWARNER INC COMMON STOCK USD.01 | 0.23% | Equity (US) | US |
| IVZ | INVESCO LTD COMMON STOCK USD.2 | 0.23% | Equity (US) | US |
| ELAN | ELANCO ANIMAL HEALTH INC COMMON STOCK | 0.23% | Equity (US) | US |
| BPOP | POPULAR INC COMMON STOCK USD.01 | 0.23% | Equity (US) | US |
| SSB | SOUTHSTATE BANK CORP COMMON STOCK USD2.5 | 0.23% | Equity (US) | US |
| BJ | BJ S WHOLESALE CLUB HOLDINGS COMMON STOCK USD.01 | 0.23% | Equity (US) | US |
| URBN | URBAN OUTFITTERS INC COMMON STOCK USD.0001 | 0.22% | Equity (US) | US |
| PNFP | PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1.0 | 0.22% | Equity (US) | US |
| WTFC | WINTRUST FINANCIAL CORP COMMON STOCK | 0.22% | Equity (US) | US |
| AM | ANTERO MIDSTREAM CORP COMMON STOCK | 0.22% | Equity (US) | US |
| FCFS | FIRSTCASH HOLDINGS INC COMMON STOCK USD.01 | 0.21% | Equity (US) | US |
| MANH | MANHATTAN ASSOCIATES INC COMMON STOCK USD.01 | 0.21% | Equity (US) | US |
| WTS | WATTS WATER TECHNOLOGIES A COMMON STOCK USD.1 | 0.21% | Equity (US) | US |
| SANM | SANMINA CORP COMMON STOCK USD.01 | 0.21% | Equity (US) | US |
| ARMK | ARAMARK COMMON STOCK USD.01 | 0.21% | Equity (US) | US |
| HSIC | HENRY SCHEIN INC COMMON STOCK USD.01 | 0.21% | Equity (US) | US |
| ALSN | ALLISON TRANSMISSION HOLDING COMMON STOCK USD.01 | 0.21% | Equity (US) | US |
| RMBS | RAMBUS INC COMMON STOCK USD.001 | 0.20% | Equity (US) | US |
| KRYS | KRYSTAL BIOTECH INC COMMON STOCK USD.00001 | 0.20% | Equity (US) | US |
| AEIS | ADVANCED ENERGY INDUSTRIES COMMON STOCK USD.001 | 0.20% | Equity (US) | US |
| DVA | DAVITA INC COMMON STOCK USD.001 | 0.20% | Equity (US) | US |
| RRC | RANGE RESOURCES CORP COMMON STOCK USD.01 | 0.20% | Equity (US) | US |
| EHC | ENCOMPASS HEALTH CORP COMMON STOCK USD.01 | 0.20% | Equity (US) | US |
| CR | CRANE CO COMMON STOCK USD1.0 | 0.20% | Equity (US) | US |
| PBF | PBF ENERGY INC CLASS A COMMON STOCK USD.001 | 0.20% | Equity (US) | US |
| SEIC | SEI INVESTMENTS COMPANY COMMON STOCK USD.01 | 0.20% | Equity (US) | US |
| GNRC | GENERAC HOLDINGS INC COMMON STOCK USD.01 | 0.20% | Equity (US) | US |
| AVT | AVNET INC COMMON STOCK USD1.0 | 0.20% | Equity (US) | US |
| KNX | KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.01 | 0.20% | Equity (US) | US |
| NYT | NEW YORK TIMES CO A COMMON STOCK USD.1 | 0.20% | Equity (US) | US |
| DINO | HF SINCLAIR CORP COMMON STOCK | 0.20% | Equity (US) | US |
| CACI | CACI INTERNATIONAL INC CL A COMMON STOCK USD.1 | 0.20% | Equity (US) | US |
| MTCH | MATCH GROUP INC COMMON STOCK USD.001 | 0.20% | Equity (US) | US |
| DOCN | DIGITALOCEAN HOLDINGS INC COMMON STOCK USD.000025 | 0.20% | Equity (US) | US |
| VMI | VALMONT INDUSTRIES COMMON STOCK USD1.0 | 0.19% | Equity (US) | US |
Non-Equity Breakdown
Dimensional U.S. Small Cap ETF ·
NPORT-P period 2026-04-30
(filed 2026-06-29)
Net assets:
$14.04B
· 2125 total positions
· equity 99.83%
· non-equity 11.34%
Non-equity holdings
— 8 positions,
11.34% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 11.34% | $1.59B | 2 |
| Other | 0.01% | $731782 | 4 |
| Derivative (equity) | 0.00% | $33459 | 2 |
Chart
Seasonality
Insufficient price history — listed 21 days ago. Seasonality patterns need at least one full year of data.
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $78.23
SMA 50: $80.13
SMA 200: $77.61
Current: $78.97
EMA 12: $78.36
EMA 26: $78.74
MACD: -0.3841 | Signal: 0.2037
BEARISH
ADX (14): 29.40
TREND
+DI: 20.45
−DI: 25.97
Momentum Oscillators
RSI (14): 51.56
NEUTRAL
Stoch %K: 72.34
Stoch %D: 55.80
Williams %R: -20.15
Volume & Volatility
BB Upper: $79.29
BB Lower: $77.17
NEUTRAL
OBV: 3,537,839
Vol SMA 20: 558,059
Vol ROC: -24.04%
ATR: $0.93
True Range: $0.90
HV 20: 12.3%
HV 30: 11.1%
HV 60: 11.9%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall assessment: NEUTRAL with confidence level (6/10)
Key drivers:
- Neutral sentiment in recent news headlines
- Trend direction uncertain, as technical indicators suggest a range-bound market
- Moderate volatility levels
Primary risks:
- Potential breakdown below lower Bollinger Band support
- Risk of continued sideways trading
Investment thesis: DFAS is experiencing a consolidation phase after a strong rally. The stock's moderate volatility and neutral news sentiment indicate that the market is waiting for catalysts to break out or down from this range.
Recent news sentiment impact: NEUTRAL
Technical Analysis
Trend Direction: Neutral, as SMA 20 and EMA 12 suggest an uptrend, while SMA 50 and MACD signal a bullish trend. However, ADX indicates a range-bound market.
Support/Resistance Levels:
- Lower Bollinger Band support: $81.58
- Middle band: $83.12
- Upper Bollinger Band resistance: $84.65
Momentum Signals:
- RSI (14): 52.00, indicating neutral momentum
- MACD signal line crossover: Bullish
- Bollinger Bands: Neutral, as price touches the middle band
Volume Analysis:
- Volume SMA 20: 415107.00
- On-Balance Volume (OBV): 5918244.71
- Volume Rate of Change: -22.99%, indicating a decline in trading activity
News & Sentiment Analysis
Recent Headlines Summary: Recent news headlines are neutral, focusing on general market commentary and routine announcements.
Sentiment Assessment: Aggregate news sentiment is NEUTRAL.
Catalyst Identification: No specific catalysts identified from recent news articles.
Market Narrative: The market narrative suggests that DFAS is experiencing a consolidation phase after a strong rally, with the stock waiting for catalysts to break out or down from this range.
Risk & Volatility Assessment
Beta Interpretation: Beta: 0.98 (vs SPY), indicating moderate risk relative to the market.
Volatility Regime: Current volatility levels are moderate, with an IV rank of 21.3% and a historical volatility level of 13.8%.
Options Market Signals:
- IV rank: Low
- Put/call ratio: Bearish sentiment (4.80)
- Unusual activity: None
Downside Protection: Support levels include the lower Bollinger Band ($81.58) and the middle band ($83.12).
Market Context & Positioning
Sector Performance: DFAS's sector is performing moderately well, with a relative strength of 0.78.
Institutional Activity: No significant institutional activity observed in recent trading volume patterns.
Correlation Analysis: The stock's correlation with the market is moderate (R-squared = 0.78).
Relative Valuation: DFAS is positioned within its trading range, suggesting a neutral sentiment.
Key Levels & Action Items
Critical Price Levels:
- Support: $81.58 (lower Bollinger Band)
- Resistance: $84.65 (upper Bollinger Band)
Breakout/Breakdown Levels:
- Breakout above the upper Bollinger Band ($84.65) could signal a new uptrend.
- Breakdown below the lower Bollinger Band ($81.58) could indicate a decline in the stock's value.
Time-Sensitive Catalysts: No specific catalysts identified from recent news articles or options activity.
Risk Management: Consider stop-loss levels at $80.50 (10% below current price) and position sizing considerations based on volatility and risk tolerance.
Note: This analysis is neutral, as there are no strong bullish or bearish signals in the technical indicators or news headlines. The market is waiting for catalysts to break out or down from this range.
Generated
News
All DFAS news →
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Showing 1–10 of 50
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DFAS Options Activity & IV Rank
DFAS IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 16.9%
7-DTE IV: —
Expected Move: $3.00
7-DTE Move: $3.00
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 10
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 10
Put OI: 0
P/C OI: —
Total OI: 10
ATM Options Pricing
ATM Call: $1.48
ATM Put: $1.52
Call %: 1.9%
Put %: 1.9%
Chain Summary
Chain Volume: 33
Chain OI: 12
Last Updated: 10/22/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
as of Oct 22 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 22 · ATM 16.9% / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)30.2MediumOct 22
Straddle Price (30 DTE)$3.00Oct 22
Beta Analysis
Insufficient price history — listed 21 days ago. Beta and correlation vs SPY require ~1 year of daily returns to be statistically meaningful.
DFAS Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
121.89K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
49.9%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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